+98.3%
ENB vs PRU
+115.4%
-17.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.2% |
| 7D | -3.7% | +3.2% | -6.8% | -4.9% |
| 30D | +1.7% | +7.9% | -6.2% | -1.3% |
| 3M | -6.3% | +1.8% | -8.1% | -7.2% |
| 6M | -9.2% | +24.1% | -33.3% | -16.7% |
| YTD | +3.1% | +12.4% | -9.3% | -2.6% |
| 1Y | +3.4% | +20.9% | -17.5% | -5.2% |
| 3Y | +68.9% | +55.5% | +13.5% | +35.6% |
| 5Y | +51.7% | +42.7% | +9.1% | +23.9% |
| 10Y | +98.3% | +106.1% | -7.8% | +22.2% |
| All | +98.3% | +115.4% | -17.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling